+2,444.0%
MULL vs HUBB
+2.3%
+2,441.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -5.1% |
| 7D | +14.0% | +4.8% | +9.2% | +1.9% |
| 30D | +24.8% | -9.3% | +34.1% | +55.6% |
| 3M | -16.1% | -3.9% | -12.2% | +5.0% |
| 6M | +330.9% | -0.8% | +331.7% | +396.8% |
| YTD | +545.0% | +5.6% | +539.4% | +579.5% |
| 1Y | +2,427.1% | +7.7% | +2,419.4% | +2,521.1% |
| All | +2,444.0% | +2.3% | +2,441.6% | +2,652.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling